Also in The Well of Ascension The following scene takes place:
"Oh, it's quite easy-if you aren't afraid of horses."
"I'm not afraid of them," Vin said. "They just don't like me. They know I can outrun them, and that makes them surly"
Obviously Mistborn also have horse issues. Maybe it's not only that Windrunners hate horses but all people that can outrun the things. And likewise horses don't like people who can outrun them.